+2,153.9%
ON vs EXR
+2,662.2%
-508.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +2.4% | -2.6% | +5.0% | +3.7% |
| 30D | -3.3% | -7.2% | +3.9% | 0.0% |
| 3M | -43.6% | -3.5% | -40.1% | -43.3% |
| 6M | +19.0% | -5.3% | +24.2% | +20.6% |
| YTD | +37.4% | +9.4% | +28.0% | +29.7% |
| 1Y | +54.8% | +1.3% | +53.4% | +51.2% |
| 3Y | -25.2% | +22.4% | -47.6% | -33.9% |
| 5Y | +62.7% | -12.2% | +75.0% | +65.2% |
| 10Y | +574.3% | +148.6% | +425.8% | +296.2% |
| All | +2,153.9% | +2,662.2% | -508.3% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling